-0.9%
SO vs IVZ
+56.4%
-57.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.1% |
| 30D | -4.6% | +4.0% | -8.6% | -4.2% |
| 3M | -3.0% | +18.2% | -21.2% | -1.5% |
| 6M | -8.3% | +32.8% | -41.1% | -5.9% |
| YTD | +3.5% | +28.7% | -25.2% | +6.2% |
| 1Y | -0.9% | +55.4% | -56.3% | +4.1% |
| All | -0.9% | +56.4% | -57.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling